collaborators

1 paper

math.OC2018

A Class of Finite-Dimensional Numerically Solvable McKean-Vlasov Control Problems

Alessandro Balata, Côme Huré, Mathieu Laurière +2

We address a class of McKean-Vlasov (MKV) control problems with common noise, called polynomial conditional MKV, and extending the known class of linear quadratic stochastic MKV co…